+2,317.2%
CBRE vs XPO
+8,359.5%
-6,042.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.5% |
| 7D | -2.0% | +2.4% | -4.4% | -2.5% |
| 30D | -2.2% | -3.5% | +1.3% | -1.6% |
| 3M | +12.9% | -11.9% | +24.8% | +15.4% |
| 6M | +4.3% | -10.0% | +14.3% | +5.7% |
| YTD | -8.0% | +42.1% | -50.1% | -15.8% |
| 1Y | -8.6% | +47.6% | -56.2% | -17.4% |
| 3Y | +71.9% | +153.6% | -81.7% | +34.4% |
| 5Y | +50.0% | +266.5% | -216.5% | +5.1% |
| 10Y | +390.1% | +1,460.4% | -1,070.4% | +151.9% |
| All | +2,317.2% | +8,359.5% | -6,042.4% | +720.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling